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MonteCarlo
  • Classification:Numerical Algorithm-Artificial Intelligence - matlab
  • Development Tool:matlab
  • Sise:392 KB
  • Upload time:2014/2/9 1:11:30
  • Uploader:diegofurts
  • Download Statistics:
Description
monte carlo method implemented on matlab : presentation + demo source code on matlab




File list:
MonteCarlo
.........\Demos
.........\.....\LakeArea
.........\.....\........\ConfidenceIntervalInMC.m
.........\.....\........\CreateConvexPolygon.m
.........\.....\........\EstimateAreaMC.m
.........\.....\........\MainLakeArea.m
.........\.....\........\TestPolyGon.m
.........\.....\MyMC
.........\.....\....\MonteCarlo.m
.........\.....\PortSim
.........\.....\.......\Equities.mat
.........\.....\.......\GetOptionPrice.m
.........\.....\.......\WebinarScript.m
.........\.....\VarReduction
.........\.....\............\BlsHalton.m
.........\.....\............\BlsMC.m
.........\.....\............\BlsMCAV.m
.........\.....\............\BlsMCCV.m
.........\.....\............\BlsSobol.m
.........\.....\............\FillBetween.m
.........\.....\............\VanillaPricingUsingDifferentMethods.m
.........\MonteCarlo_Simulations_english.ppt
.........\readme.txt
.........\Simulations_Monte_Carlo_french.ppt
.........\Thumbs.db
Related source code
[MonteCarlo] - Console application, which demonstrates working of MonteCarlo method.
[2009430028_w11_Monte_Carlo_LeeTaeKye...] - using MonteCarlo Method
[Monte-Carlo-Simulation-Area-of-the-S...] - This report describes the application of Monte Carlo Simulation to solve a simple problem which is to find area under the curve. Monte Carlo methods are often used in simulating physical and mathematical systems. The idea of using Monte Carlo method is by generating random points, then finding their probability to lie within the targeted region. It is observed that the larger the random point, the greater the accuracy of the simulated result.
[delphifr_SON-MONTE-MONTE-MONTE___Pag...] - SOURCE OF MULTEMIDIA
[Monte carlo QPSK] - To simulate QPSK MIMO channel using Monte carlo method
[LMM_MonteCarlo] - MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework.
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